3/4/21 8:29 AM
Rate Indications
 To take down an advance, login to eBanking or contact the Member Transaction Desk : 
855-345-2244, Option 1
 Today's Headlines   Market Rates 
Early bird discount available on A120 (<= 27 days) advances before 10:00 a.m.
Special early bird discount on 1-month (no minimum) and 3-month (no minimum) A121 advances executed before 10:00 a.m. The 1-Month is at .21% and the 3-Month is at .21%.  To execute, please call the Member Transaction Desk before 10:00 a.m. 
Advance Discount Specials (until March 31, 2021): 5 bps discount on qualifying fixed rate fixed term advances,  advance ladders and amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions.
 Term   Treasury   Swaps   Fixed Rate Advances 
2 years 0.14% 0.24% 0.34%
5 years 0.72% 0.83% 0.90%
7 years 1.14% 1.20% 1.33%
10 years 1.47% 1.55% 1.74%
       
 Fixed Rate Advances   Fixed Rate Callable Advances (Call Option Owned by Member) 
Term Community Advances Regular Advances All-in After Dividend* Forward-Starting  Term   Lockout   Bermudan   All-in After Dividend*   Option Cost 
 1 week    0.23% 0.02% Advances settle one year forward from today and then have stated term to maturity  2 years  6 months 0.51% 0.29% 0.16%
 2 weeks  0.23% 0.02%  2 years  1 year 0.43% 0.22% 0.09%
 3 weeks  0.23% 0.02%  3 years  6 months 0.64% 0.42% 0.15%
 1 month  0.13% 0.23% 0.02%  3 years  1 year 0.58% 0.37% 0.10%
 3 months  0.13% 0.23% 0.02%  5 years  6 months 1.17% 0.96% 0.26%
 6 months  0.14% 0.24% 0.02%  5 years  1 year 1.08% 0.87% 0.18%
 9 months  0.15% 0.25% 0.03%    5 years  2 year 1.04% 0.83% 0.13%
 1 year  0.20% 0.30% 0.09% 0.40%  7 years  1 year 1.63% 1.42% 0.30%
 1.5 years  0.22% 0.32% 0.11% 0.49%  7 years  2 years 1.56% 1.35% 0.23%
 2 years  0.24% 0.34% 0.13% 0.59%  10 years  2 years 1.96% 1.75% 0.22%
 2.5 years  0.30% 0.39% 0.18% 0.73%  10 years  3 years 1.90% 1.69% 0.16%
 3 years  0.38% 0.48% 0.27% 0.87%  10 years  5 years 1.89% 1.68% 0.15%
 3.5 years  0.50% 0.60% 0.39% 0.97%  15 years  5 years 2.33% 2.12% 0.20%
 4 years  0.62% 0.72% 0.51% 1.06%  Fixed Rate Putable Advances (Call Option Owned by FHLBC) 
 4.5 years  0.71% 0.81% 0.60% 1.18%  Term   Lockout   European   All-in After Dividend*   Option Value 
 5 years  0.80% 0.90% 0.69% 1.30%  3 years  6 months 0.25% 0.04% 0.02%
 6 years  1.03% 1.13% 0.91% 1.51%  5 years  6 months 0.25% 0.04% 0.01%
 7 years  1.23% 1.33% 1.12% 1.71%  7 years  6 months 0.21% 0.00% -0.02%
 10 years  1.64% 1.74% 1.53% 2.00%  10 years  6 months 0.18% -0.03% -0.05%
 15 years  Call for availability 2.13% 1.92%    3 years  1 year 0.24% 0.03% -0.06%
 20 years  2.54% 2.33%    5 years  1 year 0.21% 0.00% -0.08%
 30 years 
3.00% 2.79%    7 years  1 year 0.23% 0.02% -0.06%
 10 years  1 year 0.23% 0.02% -0.07%
 5 years  2 years 0.26% 0.05% -0.08%
 Amortizing Advances   7 years  2 years 0.26% 0.05% -0.08%
  Amortization Term  10 years  2 years 0.26% 0.05% -0.08%
Term 5 years 7 years 10 years 15 years  7 years  3 years 0.44% 0.23% -0.05%
 5 years  0.61% 0.75% 0.83% 0.87%  10 years  5 years 0.85% 0.64% -0.05%
 7 years  na 0.89% 1.11% 1.23%  Term   Lockout   Bermudan   All-in After Dividend*   Option Value 
 10 years  na na 1.26% 1.52%  5 years  6 months 0.14% -0.08% -0.10%
Term 15 years 20 years 25 years 30 years  7 years  6 months 0.11% -0.10% -0.13%
 15 years  1.69% 1.90% 1.99% 2.04%  10 years  3 months 0.11% -0.10% -0.12%
 20 years 
na 2.03% 2.24% 2.34%  7 years  1.24% 0.02% 1.26% 0.32%
 30 years  na na na 2.56%    10 years  1.55% 0.02% 1.58% 0.32%
                     
                     
 Floating Rate Advances 
 Term Discount Note Floater Advances   Overnight Index Floater Advances** 
  Non-Prepayable Prepayable (on reset dates)^  Index / Rate Indic.   Term   Prior Index   Spread   Prior Day 
 Term**   Spread to 4WK   Spread to 13WK   Spread to 4WK   Spread to 13WK  Overnight  DN^ <= 3 Months 0.044% 0.31% 0.35%
 3 months  0.20% n/a 0.30% n/a SOFR 3 Months 0.04% 0.17% 0.21%
 6 months  0.25% 0.20% 0.45% 0.40%   SOFR 6 Months 0.04% 0.17% 0.21%
 1 year  0.30% 0.25% 0.46% 0.45% SOFR 9 Months 0.04% 0.17% 0.21%
 2 years  0.35% 0.34% 0.38% 0.38% SOFR 1 Year 0.04% 0.18% 0.22%
 3 years  0.36% 0.35% 0.39% 0.39% SOFR 18 Months 0.04% 0.20% 0.24%
 4 years  0.37% 0.36% 0.40% 0.40% SOFR 2 Years 0.04% 0.21% 0.25%
 5 years  0.39% 0.38% 0.41% 0.41%  ^Prepayable same day before 3:00PM. **Please call for additional terms not listed above. 
Prior Index 4 week 0.032% 13 week 0.045%  Overnight Advances 
 ^Prepayable at par with 1 day notice. **Please call for terms between 5 years and 10 years, or for 26 week index.   Term     Minimum   Today   Prior Day 
 LIBOR Floater Advances  1 Day   No minimum 0.23% 0.23%
  Non-Prepayable Prepayable (on reset dates) Open Line (Daily Rate Set)# No minimum 0.37% 0.37%
 Term   Spread to 1ML   Spread to 3ML   Spread to 1ML   Spread to 3ML  #Rate set at and available until 3:00 pm; Late Day Advances may be available until 4:30 pm by calling 855-345-2244, Option 1.
 3 months  0.11% n/a   n/a FHLBC Deposit Rates^ DID (yesterday) 0.00001%
 6 months  0.13% 0.08% 0.17% 0.10%  ^Call for term deposit rates. 
 9 months  0.14% 0.09% 0.22% 0.15%